For Xcode Version 8.2 (8C38), you can remove the projects completely (project name in Xcode, programs, data, derived data, etc.) one by one by doing the following: [Note: the instructions are not for just remove the project names from the Welcome Window]
Launch the Xocde and wait until the Welcome window is displayed. The projects will be shown on the right hand side
Right click the project you want to remove completely and a pop window [Show in Folder] jumps out; selec it to find out where is the project in the [Finder]
Right click the project folder in the Finder to find it’s path through [Get Info]; use path in the Info window to go to the parent folder, and go to there
Right click the Project Folder (e.g. DemoProject01) and Porject file (DemoProject01.xcodeproj) and select [Move to Trash] ; you will see that (a) the folder in finder is removed AND (b) the Project in the Xcode Welcome Window’s Project List is removed.